+34.6%
OWL vs UUUU
+327.9%
-293.3%
-67.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UUUU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -3.1% |
| 7D | -6.4% | +1.8% | -8.2% | -6.7% |
| 30D | -5.0% | +1.8% | -6.8% | -5.4% |
| 3M | +15.4% | +1.3% | +14.2% | +14.5% |
| 6M | +15.5% | -26.8% | +42.3% | +19.1% |
| YTD | -22.7% | +0.1% | -22.7% | -26.0% |
| 1Y | -34.1% | +11.2% | -45.3% | -39.7% |
| 3Y | +5.1% | +97.7% | -92.6% | -19.8% |
| 5Y | -11.5% | +127.3% | -138.8% | -36.2% |
| All | +34.6% | +327.9% | -293.3% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UUUU.
Daily Out/Under-Performance
Portfolio return minus UUUU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UUUU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded UUUU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling